+103.8%
BA vs SYF
+340.9%
-237.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | +2.4% | -1.2% | -0.2% |
| 30D | -11.6% | +0.8% | -12.5% | -12.2% |
| 3M | -2.4% | +13.4% | -15.8% | -9.5% |
| 6M | -6.6% | +16.3% | -23.0% | -14.9% |
| YTD | -2.2% | -3.0% | +0.8% | -2.5% |
| 1Y | -8.0% | +5.7% | -13.7% | -13.3% |
| 3Y | -5.0% | +160.1% | -165.1% | -51.5% |
| 5Y | -2.7% | +88.5% | -91.2% | -42.2% |
| 10Y | +75.9% | +263.1% | -187.2% | -37.2% |
| All | +103.8% | +340.9% | -237.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling